Nervous bravado in European cities under al-Qaeda threat

"Sooner or later, it will be our turn," said Italian tourist Iliaria Rambelli who, like many others in the country, believe Italy, a steadfast US ally with 3,000 troops in Iraq, could be the next target of a terror attack.

"There was the United States, Madrid, London, and yesterday Egypt. We are even more under threat because our government is close to the Bush administration and Britain," she said outside a cafe a few streets from the Vatican and St. Peter's Square. Nearby, a 63-year-old pensioner, Paolo, said he had told his two children to ease off using the bus and subway trains. "And when I look at the basilica of St. Paul's, I always think of the planes from September 11 with a sense of foreboding."

European nations were given a "final warning" to pull their troops out of Iraq within a month or face more attacks in an al-Qaeda message on the Internet dated July 16.

"It's a message we are addressing to the crusaders who are still present in Iraq -- Denmark, the Netherlands, Britain, Italy and those other countries whose troops continue to criss-cross Iraqi territory," it said.

After August 15, "there will be no more messages, just actions that will be engraved on the heart of Europe," said the statement, the authenticity of which could not be verified. "These are our last words. The Mujahedeen, who are on the lookout, will have other words to say in your capitals."

In Denmark, a staunch ally of Washington with more than 500 troops in Iraq as of the end of April, warehouse worker Hastings Smythe was fatalistic.